Abstract:
Recently proposed double-robust estimators for a population mean from incomplete data and for a finite number of counterfactual means can have much higher efficiency than the usual double-robust estimators under misspecification of the outcome model. In this paper, we derive a new class of double-robust estimators for the parameters of regression models with incomplete cross-sectional or longitudinal data, and of marginal structural mean models for cross-sectional data with similar efficiency properties. Unlike the recent proposals, our estimators solve outcome regression estimating equations. In a simulation study, the new estimator shows improvements in variance relative to the standard double-robust estimator that are in agreement with those suggested by asymptotic theory. © 2012 Biometrika Trust.
Registro:
Documento: |
Artículo
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Título: | Improved double-robust estimation in missing data and causal inference models |
Autor: | Rotnitzky, A.; Lei, Q.; Sued, M.; Robins, J.M. |
Filiación: | Di Tella University, Saenz Valiente 1010, Buenos Aires 14281, Argentina Adheris, Inc., One Van de Graaff Drive, Burlington, MA 01803, United States Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Guiraldes 2160, Buenos Aires 1428, Argentina Harvard School of Public Health, 655 Huntington Ave., Boston, MA 02115, United States
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Palabras clave: | Drop-out; Marginal structural model; Missing at random |
Año: | 2012
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Volumen: | 99
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Número: | 2
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Página de inicio: | 439
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Página de fin: | 456
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DOI: |
http://dx.doi.org/10.1093/biomet/ass013 |
Título revista: | Biometrika
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Título revista abreviado: | Biometrika
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ISSN: | 00063444
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CODEN: | BIOKA
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00063444_v99_n2_p439_Rotnitzky |
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Citas:
---------- APA ----------
Rotnitzky, A., Lei, Q., Sued, M. & Robins, J.M.
(2012)
. Improved double-robust estimation in missing data and causal inference models. Biometrika, 99(2), 439-456.
http://dx.doi.org/10.1093/biomet/ass013---------- CHICAGO ----------
Rotnitzky, A., Lei, Q., Sued, M., Robins, J.M.
"Improved double-robust estimation in missing data and causal inference models"
. Biometrika 99, no. 2
(2012) : 439-456.
http://dx.doi.org/10.1093/biomet/ass013---------- MLA ----------
Rotnitzky, A., Lei, Q., Sued, M., Robins, J.M.
"Improved double-robust estimation in missing data and causal inference models"
. Biometrika, vol. 99, no. 2, 2012, pp. 439-456.
http://dx.doi.org/10.1093/biomet/ass013---------- VANCOUVER ----------
Rotnitzky, A., Lei, Q., Sued, M., Robins, J.M. Improved double-robust estimation in missing data and causal inference models. Biometrika. 2012;99(2):439-456.
http://dx.doi.org/10.1093/biomet/ass013